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Options Traders Bullish on Humana, Aetna, Anthem Stock

Investors should keep an eye on insurance stocks Humana Inc (HUM), Aetna Inc (AET), and Anthem Inc (ANTM)

Feb 7, 2017 at 11:59 AM
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It would be wise to have insurance stocks on your investing watch list. Humana Inc (NYSE:HUM) will report earnings tomorrow morning, while shares of Aetna Inc (NYSE:AET) and Anthem Inc (NYSE:ANTM) could get a boost following the Patriots' win in the Super Bowl. We'll take a closer look at each health insurance stock below.

The options market is pricing in a 2.9% swing tomorrow, in either direction, for HUM shares. This would be a larger-than-usual move for the stock, based on its average single-session move (1.9%) following the past eight earnings reports. Regardless, options traders have high hopes for the equity, based on its 10-week International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) call/put volume ratio of 1.34 -- higher than 83% of the past year's readings.

On the fundamental front, Humana Inc made waves late last month, when its proposed AET merger was blocked by a federal judge. Technically speaking, the stock is 0.3% lower at $195.92 today, consolidating atop its rising 80-day moving average. Year-over-year, the shares have tacked on roughly 25%, but have pulled back by 10% since peaking in early December.

Meanwhile, the duo of sector peers mentioned above are similar to UnitedHealth Group Inc (NYSE:UNH) in their propensity to pop in the wake of a New England Super Bowl win. Based on the four previous Patriots' championships, both posted positive rest-of-year returns. On average, AET has soared 40%, while ANTM has jumped 23%.

Aetna is slightly lower at midday, last seen off 0.2% at $120.56. The stock has been declining since its record high of $136.50 in early December. Yet, high hopes abound toward the shares. Specifically, Aetna Inc sports a 50-day ISE/CBOE/PHLX call/put volume ratio of 1.83 -- just 2 percentage points from a 52-week peak.

Meanwhile, ANTM shareholders are on pins and needles ahead of a decision on the company's potential merger with CIGNA Corporation (NYSE:CI). However, they must like what they've seen on the charts lately -- Anthem stock touched an annual high of $161.80 last week, and remains near that level, most recently seen at $158.56.

Options traders have certainly been betting on higher highs. At the ISE, CBOE, and PHLX, Anthem Inc has racked up a 10-week call/put volume ratio of 4.17 -- with calls more than quadrupling puts. What's more, this ratio sits in the bullishly skewed 86th percentile of its 12-month range.

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